Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| ACDVX (Invesco Capital Development I) | NA | -6.11% | 13.07% | -3.04% | 3.62% | NA | NA | 3.07% |
Data as of 06/08/2012, AR inception is 05/01/2002
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| ACDVX (Invesco Capital Development I) | 05/01/2002 | 06/08/2012 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 4.26 | -6.11 | 13.07 | -3.04 | 3.62 | NA | NA | 3.07 | 4.64 | -7.02 | 19.63 | 42.63 | -46.84 | 11.05 | 16.82 | 10.05 | 7.74 | 32.82 | -24.93 |
| Sharpe Ratio | NA | -0.20 | 0.53 | -0.12 | 0.10 | NA | NA | 0.08 | 0.60 | -0.23 | 0.90 | 1.47 | -1.17 | 0.47 | 0.93 | 0.65 | 0.45 | 2.02 | -1.36 |
| Standard Deviation(%) | NA | 30.68 | 24.65 | 29.63 | 24.20 | NA | NA | 23.71 | 18.06 | 30.12 | 21.80 | 28.96 | 40.66 | 17.28 | 14.58 | 12.06 | 15.24 | 15.94 | 26.31 |
| Draw Down(%) | NA | 28.26 | 28.48 | 59.76 | 59.76 | NA | NA | 59.76 | 13.50 | 28.48 | 18.00 | 21.26 | 56.66 | 14.04 | 14.23 | 8.86 | 12.90 | 11.24 | 33.64 |
| Yield(%) | 0.00 | 0.00 | 0.00 | 1.86 | 3.99 | 2.52 | 1.89 | 3.78 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 10.63 | 10.95 | 13.85 | 0.00 | 0.00 | 0.00 |
Data as of 06/08/2012, AR inception is 05/01/2002
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACDVX (Invesco Capital Development I) |
-17.22%
Feb 2006 - Feb 2009 |
-7.23%
Feb 2004 - Feb 2009 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| ACDVX (Invesco Capital Development I) |
26.02%
Feb 2009 - Feb 2012 |
17.38%
Sep 2002 - Sep 2007 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart